Ma Huijuan, Peng Limin, Fu Haoda
Academy of Statistics and Interdisciplinary Sciences, East China Normal University, Shanghai 200062, China.
Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE, School of Statistics, East China Normal University, Shanghai 200062, China.
J Appl Stat. 2019;46(16):2884-2904. doi: 10.1080/02664763.2019.1620706. Epub 2019 May 27.
Quantile regression has demonstrated promising utility in longitudinal data analysis. Existing work is primarily focused on modeling cross-sectional outcomes, while outcome trajectories often carry more substantive information in practice. In this work, we develop a trajectory quantile regression framework that is designed to robustly and flexibly investigate how latent individual trajectory features are related to observed subject characteristics. The proposed models are built under multilevel modeling with usual parametric assumptions lifted or relaxed. We derive our estimation procedure by novelly transforming the problem at hand to quantile regression with perturbed responses and adapting the bias correction technique for handling covariate measurement errors. We establish desirable asymptotic properties of the proposed estimator, including uniform consistency and weak convergence. Extensive simulation studies confirm the validity of the proposed method as well as its robustness. An application to the DURABLE trial uncovers sensible scientific findings and illustrates the practical value of our proposals.
分位数回归在纵向数据分析中已展现出颇具前景的效用。现有工作主要集中于对横截面结果进行建模,而在实际中结果轨迹往往承载着更多实质性信息。在这项工作中,我们开发了一种轨迹分位数回归框架,旨在稳健且灵活地研究潜在的个体轨迹特征如何与观测到的个体特征相关。所提出的模型是在多层次建模的基础上构建的,同时放宽或摒弃了常见的参数假设。我们通过将手头问题新颖地转化为具有扰动响应的分位数回归,并采用偏差校正技术来处理协变量测量误差,从而推导出我们的估计程序。我们确立了所提出估计量的理想渐近性质,包括一致一致性和弱收敛性。大量的模拟研究证实了所提方法的有效性及其稳健性。对DURABLE试验的一项应用揭示了合理的科学发现,并说明了我们提议的实际价值。